+117,330.6%
KLAC vs MOS
+123.1%
+117,207.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | -12.3% | +21.6% | -33.9% | -17.2% |
| 30D | -29.6% | +12.0% | -41.6% | -32.2% |
| 3M | -28.2% | -3.9% | -24.4% | -28.5% |
| 6M | -23.6% | -3.3% | -20.3% | -24.3% |
| YTD | +14.4% | -4.6% | +19.0% | +12.3% |
| 1Y | +15.4% | -7.0% | +22.4% | +13.5% |
| 3Y | +184.3% | -24.4% | +208.7% | +188.6% |
| 5Y | +248.9% | -32.1% | +281.0% | +248.4% |
| 10Y | +2,076.9% | +10.3% | +2,066.6% | +1,626.1% |
| All | +117,330.6% | +123.1% | +117,207.5% | +52,327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling